-34.6%
DG vs WST
-25.7%
-8.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +8.4% | +0.7% | +7.7% | +8.3% |
| 30D | +4.9% | -3.1% | +8.1% | +5.2% |
| 3M | +29.3% | +7.2% | +22.1% | +28.5% |
| 6M | -11.3% | +36.8% | -48.1% | -13.6% |
| YTD | +1.8% | +23.8% | -22.1% | -0.3% |
| 1Y | +25.3% | +37.8% | -12.4% | +21.8% |
| 3Y | +9.1% | -15.9% | +25.0% | +9.5% |
| All | -34.6% | -25.7% | -8.9% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling